NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 27-Jan-2014

Day Change Summary
	Previous	Current
	24-Jan-2014	27-Jan-2014	Change	Change %	Previous Week
Open	95.88	95.88	0.00	0.0%	93.73
High	96.31	96.00	-0.31	-0.3%	96.45
Low	95.13	94.36	-0.77	-0.8%	93.13
Close	95.56	94.74	-0.82	-0.9%	95.56
Range	1.18	1.64	0.46	39.0%	3.32
ATR	1.27	1.29	0.03	2.1%	0.00
Volume	53,450	35,946	-17,504	-32.7%	138,396

Daily Pivots for day following 27-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.95	98.99	95.64
R3	98.31	97.35	95.19
R2	96.67	96.67	95.04
R1	95.71	95.71	94.89	95.37
PP	95.03	95.03	95.03	94.87
S1	94.07	94.07	94.59	93.73
S2	93.39	93.39	94.44
S3	91.75	92.43	94.29
S4	90.11	90.79	93.84

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.01	103.60	97.39
R3	101.69	100.28	96.47
R2	98.37	98.37	96.17
R1	96.96	96.96	95.86	97.67
PP	95.05	95.05	95.05	95.40
S1	93.64	93.64	95.26	94.35
S2	91.73	91.73	94.95
S3	88.41	90.32	94.65
S4	85.09	87.00	93.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.45	93.13	3.32	3.5%	1.39	1.5%	48%	False	False	34,868
10	96.45	91.39	5.06	5.3%	1.33	1.4%	66%	False	False	32,805
20	99.53	91.35	8.18	8.6%	1.38	1.5%	41%	False	False	27,308
40	99.53	91.35	8.18	8.6%	1.19	1.3%	41%	False	False	21,745
60	99.53	91.35	8.18	8.6%	1.16	1.2%	41%	False	False	18,427
80	100.11	91.35	8.76	9.2%	1.15	1.2%	39%	False	False	15,841
100	100.38	91.35	9.03	9.5%	1.11	1.2%	38%	False	False	13,409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	102.97
2.618	100.29
1.618	98.65
1.000	97.64
0.618	97.01
HIGH	96.00
0.618	95.37
0.500	95.18
0.382	94.99
LOW	94.36
0.618	93.35
1.000	92.72
1.618	91.71
2.618	90.07
4.250	87.39

Fisher Pivots for day following 27-Jan-2014
Pivot	1 day	3 day
R1	95.18	95.41
PP	95.03	95.18
S1	94.89	94.96

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols